There is a lot of literature available but i don't kind understand that if there is a negative news about a stock with the traders why do puts with lower strike tend to have higher implied volatility ...

The asset-or-nothing European option pays at t = T the value of the stock when
at time T that value exceeds or is equal to the exercise price E, and nothing if
the value of the stock is below E. So, ...

The following question is probably (from a practical point of view) more relevant for EM markets which typically exhibit a more pronounced forward volatility compared to spot volatility.
Say I buy a ...

Is there some sort of metric or formula for bull/long strength in a market based on % of shorts/longs on margin, and perhaps even the size of that leverage?
I ask because I participate in BTC (which ...

I am reading through Hull's book asking myself this question to understand exotics.
I currently believe that theta should equal 0 until the forward start time, $t_*$, if the call pays no dividends. ...

I am attempting to price a couple of at-the-money American option using the LSM algorithm and GARCH(1,1) volatility. The LSM code I have works correctly for constant volatility, however, when I switch ...

I have some trouble solving the following question:
We have an european call and put option (with the same maturity date $T$ en strike $E=10$). The stock price now is $S=11$ and we use a continuous ...

The annual interest rate is 5.3% and the annualized volatility of a non-dividend paying stock over the next six months will be 12.5% (annualized). i) Construct binomial trees of 5, 10 and 30 periods ...

I'm looking for a broker with DMA to large options markets (CME, ISE, CBOE). Broker should be HFT friendly, i.e. offer fast API, low fees for huge amount of trades and so on. Price is not an issue.
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